+394.0%
TTWO vs PPL
+52.7%
+341.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -16.7% | -1.3% | -15.5% | -16.6% |
| 3M | -0.4% | -2.6% | +2.2% | -0.1% |
| 6M | -1.6% | -8.4% | +6.8% | -0.2% |
| YTD | -17.5% | +0.2% | -17.7% | -17.8% |
| 1Y | -14.8% | -0.2% | -14.6% | -15.1% |
| 3Y | +47.9% | +52.9% | -5.0% | +35.0% |
| 5Y | +34.5% | +36.8% | -2.4% | +25.0% |
| 10Y | +394.0% | +57.6% | +336.4% | +332.2% |
| All | +394.0% | +52.7% | +341.3% | +332.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling